{"entities":{"Q2477608":{"pageid":2488351,"ns":120,"title":"Item:Q2477608","lastrevid":50306942,"modified":"2026-01-13T19:17:21Z","type":"item","id":"Q2477608","labels":{"en":{"language":"en","value":"A multivariate FGD technique to improve VaR computation in equity markets"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5249577"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477608$0EFD4C9D-3B03-4FFA-9A6E-AA01034DA0C1","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d70d2e3becc3838bbfff60a7d67428dbbe97c637","datavalue":{"value":{"text":"A multivariate FGD technique to improve VaR computation in equity markets","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2477608$84002704-8289-46D8-A6F7-68A135C19BA7","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3d2225647e7c832afa9448952d21525b1eda9049","datavalue":{"value":"1133.91441","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477608$9FAC7EB7-943B-4C7F-91D3-0A3E3B220A4F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"65f01a132b0d058647ad486ee9160893b9f080ba","datavalue":{"value":{"entity-type":"item","numeric-id":429536,"id":"Q429536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477608$F8BA1D84-3E80-4598-BAFE-94AD9D6ACF36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b987a0cabb62259cab2226f33fc99b4a0d6bf3ab","datavalue":{"value":{"entity-type":"item","numeric-id":951389,"id":"Q951389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477608$178E9336-A78B-41ED-9D62-A69202948B1C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"7998437ef7c9d13a4f09f2926f09bc6ca30fb88e","datavalue":{"value":{"entity-type":"item","numeric-id":70778,"id":"Q70778"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477608$07706E44-3931-4823-9FD4-40B188E3ED51","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d80a5c8b6f628310cf811f48b9c17f65f1aa8a2b","datavalue":{"value":{"time":"+2008-03-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2477608$2A1AC05B-B6A9-4A0D-8D7C-B94E7C5AA934","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2ecf54cfde300661339d8e3f5ea85c0162afa7f4","datavalue":{"value":"http://doc.rero.ch/record/20111/files/audrino_cms_2005.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q2477608$CE5080A2-87D0-4B4A-92C3-F85C00BAEDA2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477608$B4E8FBBC-C759-40EB-91F0-321753DA8F74","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f0b9cd04d9c52f55a2a8cb7981894e9a5351da88","datavalue":{"value":"5249577","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477608$4A1F9D64-11E8-43A2-8E96-D772275BC04A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bfca6b813abb5729515ee2e33d7b2ea7daaed353","datavalue":{"value":"functional gradient descent (FGD)","type":"string"},"datatype":"string"},"type":"statement","id":"Q2477608$529D7E85-170F-49BA-9A05-4C2C1E507C9E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477608$18C6C84C-E628-45B1-A429-EFBACCA80F17","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9454a99415c486a7dc571febb8dd58312f94417b","datavalue":{"value":"W2035683016","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477608$B0E99ECD-FCEF-4A4F-9412-5D356AFD440F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"284f00198111a898cdfc1fc1c3e0d4c1e219bef3","datavalue":{"value":"10.1007/S10287-004-0028-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477608$43275101-FE75-4F1C-B5C3-5325DC00F03F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2f476c997f17696b86f51c8fd22520a397869c5b","datavalue":{"value":{"entity-type":"item","numeric-id":494385,"id":"Q494385"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c2ddd796fe473ef050012d5a68568a7cb3cf2590","datavalue":{"value":{"amount":"+0.7753087282180786","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2477608$A5FB9602-209B-44AA-85CC-3F838C9B69C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a488e04b8b43a4dde6256b59948a68b28be74836","datavalue":{"value":{"entity-type":"item","numeric-id":3646980,"id":"Q3646980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82c246b8b9bbd32d1380bf4dc557752705f1527f","datavalue":{"value":{"amount":"+0.7704591155052185","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2477608$E40F1068-011C-4B3C-8BBE-0F42A70201CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f06da8b905be60a3ccde6bf372f74c8e8fb7e7e1","datavalue":{"value":{"entity-type":"item","numeric-id":1644252,"id":"Q1644252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ed0226941ff5985bbf78d7ed49a28e72c0e62be5","datavalue":{"value":{"amount":"+0.7654651999473572","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2477608$27C861B3-5891-4F41-9CFB-7226BA69A39C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"76c633e4e418351f41412f224e9f95753a2c61fb","datavalue":{"value":{"entity-type":"item","numeric-id":391656,"id":"Q391656"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"22375accca06ba60cd740ce102e210281ce229dc","datavalue":{"value":{"amount":"+0.7614647746086121","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2477608$91D5EE03-1700-4375-89DD-3946E948A413","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3afee49faff83ae75753c2b9984de6b88cd677d3","datavalue":{"value":{"entity-type":"item","numeric-id":2702488,"id":"Q2702488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"50d9db7055e505b04cba3440e1a9e64ea3d82bdf","datavalue":{"value":{"amount":"+0.7549194097518921","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2477608$B0943BFA-B4EA-47B0-8D36-3F28215EE022","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2477608","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2477608"}}}}}